Haitao Li, Chongfeng Wu, Chunyang Zhou. Time-Varying Risk Aversion and Dynamic Portfolio Allocation. Operations Research, 70(1):23-37, 2022. [doi]
@article{LiWZ22-2,
title = {Time-Varying Risk Aversion and Dynamic Portfolio Allocation},
author = {Haitao Li and Chongfeng Wu and Chunyang Zhou},
year = {2022},
doi = {10.1287/opre.2020.2095},
url = {https://doi.org/10.1287/opre.2020.2095},
researchr = {https://researchr.org/publication/LiWZ22-2},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {70},
number = {1},
pages = {23-37},
}